+531.8%
FAST vs THC
+1,758.3%
-1,226.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +4.8% | +8.8% | -4.0% | +3.8% |
| 30D | +8.6% | +10.0% | -1.4% | +7.4% |
| 3M | +5.7% | +11.7% | -6.0% | +4.3% |
| 6M | +25.5% | +52.5% | -27.0% | +19.1% |
| YTD | +39.6% | +46.1% | -6.5% | +32.7% |
| 1Y | +35.5% | +49.1% | -13.6% | +28.4% |
| 3Y | +96.2% | +439.6% | -343.4% | +57.9% |
| 5Y | +110.2% | +263.2% | -153.0% | +72.4% |
| 10Y | +531.8% | +1,900.5% | -1,368.6% | +339.3% |
| All | +531.8% | +1,758.3% | -1,226.5% | +339.3% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling